The Annals of Probability, Vol. 18, No. 1 (Jan., 1990), pp. 206-217 (12 pages) This paper studies the average cost for controlled systems given as solutions of the martingale problem for their ...

Start working toward program admission and requirements right away. Work you complete in the non-credit experience will transfer to the for-credit experience when you ...

OTToolbox is a toolbox for numerical optimal transport for Python 3 with numpy and scipy. The front end is written in Python 3 and several functions are provided by shared c++ libraries. It provides ...

This article gives a reformulation of the simplex method for quadratic programming having the advantage of generating tableaux with certain symmetry properties. It is proved that this method gives the ...